+5,870.2%
CSX vs UMC
+139.8%
+5,730.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.5% | -6.9% | -4.1% |
| 7D | -5.5% | -17.0% | +11.4% | -2.0% |
| 30D | +4.9% | -40.6% | +45.5% | +16.6% |
| 3M | -2.9% | -27.9% | +25.0% | +2.7% |
| 6M | +8.3% | -7.5% | +15.8% | +5.6% |
| YTD | +36.7% | +79.3% | -42.6% | +12.2% |
| 1Y | +41.5% | +92.8% | -51.3% | +14.1% |
| 3Y | +68.6% | +108.2% | -39.5% | +30.4% |
| 5Y | +48.4% | +68.4% | -20.0% | +17.6% |
| 10Y | +446.6% | +1,107.7% | -661.2% | +145.4% |
| All | +5,870.2% | +139.8% | +5,730.4% | +2,464.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling